Keyword: | ∇ Name: | Description: | ∇ Type: |
Downside Risk | DNRISK.lng | Scenario Based Portfolio Model | LINGO |
Downside Risk | DNRISKWB.xls | Scenario Based Portfolio Model | What'sBest! |
Downside Risk | PORTCVAR.lng | Conditional Value at Risk Model | LINGO |
Downside Risk | PortScenCVarB.xlsx | Portfolio Optimization with the CVaR Risk Measure | What'sBest! |